+27.4%
IWM vs ZETA
+244.4%
-217.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -1.5% | -8.0% | +6.6% | -0.3% |
| 3M | -8.0% | +21.4% | -29.4% | -10.9% |
| 6M | -4.1% | +80.1% | -84.2% | -13.1% |
| YTD | +11.9% | +52.5% | -40.6% | +2.9% |
| 1Y | +15.0% | +58.5% | -43.5% | +4.9% |
| 3Y | +64.2% | +281.7% | -217.5% | +20.4% |
| 5Y | +20.4% | +237.3% | -216.9% | -15.6% |
| All | +27.4% | +244.4% | -217.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling